+35.3%
CP vs VTEB
+1.2%
+34.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.1% |
| 7D | -2.6% | -0.9% | -1.7% | -1.6% |
| 30D | -3.7% | -2.5% | -1.2% | -1.1% |
| 3M | +0.1% | -3.0% | +3.1% | +3.4% |
| 6M | +7.8% | -2.1% | +10.0% | +10.4% |
| YTD | +21.7% | -1.5% | +23.2% | +23.9% |
| 1Y | +18.6% | +0.2% | +18.5% | +18.7% |
| 3Y | +17.5% | +8.6% | +9.0% | +8.2% |
| All | +35.3% | +1.2% | +34.1% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VTEB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling